18
Dec
09

Sirven los TIPS?

Un post en la pagina de CXO Advisory se pregunta si los TIPS (Treasury Inflation Protected Securities) cumple su rol correctamente.

In summary, TIPS work reasonably well as an inflation hedge for long-term holders, but they are not particularly useful in measuring inflation expectations.

Toda la argumentación se basa en el paper “A TIPS Scorecard: Are TIPS Accomplishing What They Were Supposed to Accomplish? Can They Be Improved?

Miren el siguiente trabajo de la Reserva Federal de Dallas, donde tiene una tabla igual a esta, pero explica cada componente.


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